Premium
Multistate models for long‐term care insurance and related indexing problems
Author(s) -
Pitacco Ermanno
Publication year - 1999
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/(sici)1526-4025(199910/12)15:4<429::aid-asmb406>3.0.co;2-j
Subject(s) - term (time) , search engine indexing , computer science , actuarial science , econometrics , mathematics , information retrieval , economics , physics , quantum mechanics
A time‐continuous, multistate approach is adopted for expressing the actuarial structure of long‐term care (LTC) insurance products. The problem of linking LTC benefits to some index is analysed in this framework. Copyright © 1999 John Wiley & Sons, Ltd.